We have Elfa and the box of memories, which although a little old for DD (28 mo.) has a lovely theme in it for older children about the importance of keeping memories alive.
We really enjoy The Teazles' baby bunny which is targeted at younger children, and is a beautiful short story. It also comes with a guidance book as to how to use the book and what to discuss with DD. We can finally read it without DH welling up :)